The two actresses attended the New York red carpet premiere of "The Heat" Sunday night, where they spoke to CBS News about getting to take on the buddy cop genre, which is usually reserved for their male counterparts.

Bullock said physical comedy is "the most fun to do" out of all the genres she's worked in during her career.

"When you walk into a room and there might not be anything that screams physical comedy, what you do is you go scope out the room...What's appropriate? What can I get caught on?"

McCarthy is on the same page as Bullock when it comes to getting her hands dirty.